18 December 2025
Service Manager :  Sineerat (0-2257-0357 # 301)
  Home > ASEAN Bond Market  
 
Bond Market Overview
 
Background
The Thai bond market has grown rapidly in recent years after the 1997's economic crisis. To help support cash-strapped financial institutions, in June1998 the government issued government bonds for the first time in the decade. The total amount of government bonds issued under this program was THB 500 billion and this has opened a new era for the Thai bond market. The government continued to issue bonds since then with the primary objective to finance budget deficit resulted from the crisis. The substantial amount of new government bonds coupled with successively downtrend of interest rates have contributed to the robust of the bond market as evidenced by a significant increase in both market size and trading volume. The outstanding value of total bond market increased from THB 547 billion in 1996 to 498 issues worth THB 1,507 billion at the end of 2001. Trading volume in the secondary market rose from a daily average of only THB 822 million in 1996 to THB 6,472 million in 2001.
Remark: 1. Data excludes FX Bond.
2. The yield on Inflation-linked bond is a real yield to maturity.

Market Wrap up
Total trading value decreased by 35%.Govt gained the major portion or by 42% of total outright trading value , following by SA and CP bonds,respectively.Govt bonds yields fluctuated within a range of -2 to 7 bp.Govt clean price index ended higher by 9 bp and corp index (BBB up) closed higher by 4 bp.The most active issue was BOTF276A.

Trading & Outstanding valueMln. (THB)Chg.(%)
 Outstanding Value 17,857,041.63   0.01  
 Number of issues 2,773  
 Total Trading Value 1,278,726.76   -35.36  
   Outright/Cash Trading 83,271.42   71.09  
   Financing 1,192,603.10   -38.1  
   Others 2,852.25   5.41  
Price value of basis point (PVBP)BAHT
 PVBP of Government bond 760,236,100.23  


 
ThaiBMA Bond Index                                                                                                                      
TypeClean PriceGross PriceTotal ReturnAvg. YieldAvg. DurAvg. Convex
Government Bond 112.21 0.09 112.53 0.09 363.44 0.31 2.05   9.22   174.30  
    Group 1 ( 1 < TTM <=3 ) 71.87 0.05 72.03 0.03 229.84 0.17 1.18   1.98   5.26  
    Group 2 ( 3 < TTM <= 7 ) 108.69 0.08 109.54 0.16 338.50 0.26 1.33   4.34   22.94  
    Group 3 ( 7 < TTM <= 10 ) 143.61 0.12 143.84 0.13 463.84 0.42 1.63   7.64   66.49  
    Group 4 ( 10 < TTM ) 192.31 0.17 192.49 0.18 634.67 0.61 2.23   15.38   347.40  
    Group 5 (<= 10) 90.64 0.06 91.05 0.07 286.36 0.21 1.40   3.84   22.89  
SOE (G) Bond Index 104.57 0.05 105.06 0.04 201.57 0.11 1.66   4.40   34.20  
SOE (NG) Bond Index 112.23 0.06 112.96 0.07 231.61 0.15 2.21   5.86   53.86  
Corporate Bond Index (BBB up) 108.56 0.04 109.18 0.04 234.32 0.11 2.52   2.99   16.46  
Corporate Bond Index (BBB+ up) 108.96 0.04 109.59 0.04 234.28 0.11 2.47   3.05   16.99  
 
Top 5 Most Active Bond                                                                                                                  
 BondType/
Issue Rating
Coupon Rate
(%)
Maturity
Date
TTM
(Years)
Last
Exec.Yield(%)
Weight
Avg.Price(%)
Trading Value
(THB mln.)
1.  BOTF276A SA 1.29235   30-Jun-27 1.53   1.309896   99.989709   5,298.02  
2.  LB726A GB 4.00000   17-Jun-72 46.53   2.400582   144.658593   5,093.75  
3.  LB26DA GB 2.12500   17-Dec-26 1.00   1.123552   100.981195   4,843.43  
4.  CB26115A SA 0.00000   15-Jan-26 0.08   1.043876   99.920948   3,331.36  
5.  CBF26119A SA 1.79032   19-Jan-26 0.09   1.268120   100.006433   3,172.65  
 
 
 
 Market News
< 2621 | 2622 | 2623 | 2624 | 2625 | 2626 | 2627 | 2628 | 2629 | 2630 |   >
Found 65258 headlines
No. Date/Time Headlines
39421.       25-Jun-15 13:58     BE  of  TRUE to be registered on June 25, 2015
39422.       25-Jun-15 13:58     BE  of  TTCL to be registered on June 25, 2015
39423.       25-Jun-15 13:57     BE  of  THANI to be registered on June 25, 2015
39424.       25-Jun-15 13:57     BE  of  THANI to be registered on June 25, 2015
39425.       25-Jun-15 13:57     BE  of  TPIPL to be registered on June 25, 2015
39426.       25-Jun-15 13:56     BE  of  SPALI to be registered on June 25, 2015
39427.       25-Jun-15 13:56     BE  of  SUTHA to be registered on June 25, 2015
39428.       25-Jun-15 13:55     BE  of  ROJNA to be registered on June 25, 2015
39429.       25-Jun-15 13:55     BE  of  SIRI to be registered on June 25, 2015
39430.       25-Jun-15 13:54     BE  of  MALEE to be registered on June 25, 2015
39431.       25-Jun-15 13:54     BE  of  MBKET to be registered on June 25, 2015
39432.       25-Jun-15 13:54     BE  of  MBKET to be registered on June 25, 2015
39433.       25-Jun-15 13:53     BE  of  KTC to be registered on June 25, 2015
39434.       25-Jun-15 13:53     BE  of  KTC to be registered on June 25, 2015
39435.       25-Jun-15 13:52     BE  of  DA to be registered on June 25, 2015
 
 
Disclamer